Welcome to OCDO.
There is nothing at all wrong with carrying on a non-resident permit in Missouri. We recognize them all. However, there are, IMO, several very valid reasons to obtain the Missouri endorsement if you live in Missouri.
A few reasons to get the MO permit:
1) A non-resident permit does NOT exempt you from Federal Laws that prohibit firearms in "school zones". In order to enjoy the exemption to that law, you must possess a valid permit from the state in which the "school zone" is located. So if you possess a FL permit for example, then you are good to go in "school zones" located in FL, but it does NOT provide an exemption here in MO. Without the MO permit, you cannot carry your firearm within 1,000 feet "from the grounds of a public, parochial or private school" in this state (does not apply on private property which is not part of the school grounds).
2) The MO permit is accepted in more states than any other permit is; 38 to be exact. And a number of states will only recognize your CCW permit if it is issued by your home state of residence (In Florida, for example, a MO resident would either have to possess a valid MO permit, or a valid FL permit - they would not recognize a UT permit carried by a MO resident).
3) If you are going to primarily carry in Missouri, it does make some sense to take a class that teaches the relevant portions of Missouri law that regulate firearms and the use of force/deadly force, in this state. It is YOUR responsibility to be familiar with our laws. If you are not, you may end up charged with a crime because of nothing more than a small mistake or oversight on your part.
4) By having a MO permit, you let your legislators in Jefferson City know that you have a vested interest in our gun laws, and that you are part of a growing and powerful voting bloc that will make your voice heard. Simply having a MO permit helps to influence legislation that is introduced and passed in our legislature.
Just some things to think about.